Mean-square consistency of the $f$-truncated $\text{M}^2$-periodogram
The paper deals with the problem of estimating the M$^2$ (i.e. multivariate and multidimensional) spectral density function of a stationary random process or random field. We propose the $f$-truncated periodogram, i.e. a truncated periodogram where the truncation point is a suitable function $f$ of...
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| creator | Falconi, Lucia Ferrante, Augusto Zorzi, Mattia |
| description | The paper deals with the problem of estimating the M$^2$ (i.e. multivariate
and multidimensional) spectral density function of a stationary random process
or random field. We propose the $f$-truncated periodogram, i.e. a truncated
periodogram where the truncation point is a suitable function $f$ of the sample
size. We discuss the asymptotic consistency of the estimator and we provide
three concrete problems that can be solved using the proposed approach.
Simulation results show the effectiveness of the procedure. |
| doi_str_mv | 10.48550/arxiv.2208.11980 |
| format | Article |
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and multidimensional) spectral density function of a stationary random process
or random field. We propose the $f$-truncated periodogram, i.e. a truncated
periodogram where the truncation point is a suitable function $f$ of the sample
size. We discuss the asymptotic consistency of the estimator and we provide
three concrete problems that can be solved using the proposed approach.
Simulation results show the effectiveness of the procedure.</description><identifier>DOI: 10.48550/arxiv.2208.11980</identifier><language>eng</language><subject>Mathematics - Optimization and Control ; Mathematics - Statistics Theory ; Statistics - Theory</subject><creationdate>2022-08</creationdate><rights>http://creativecommons.org/licenses/by/4.0</rights><oa>free_for_read</oa><woscitedreferencessubscribed>false</woscitedreferencessubscribed></display><links><openurl>$$Topenurl_article</openurl><openurlfulltext>$$Topenurlfull_article</openurlfulltext><thumbnail>$$Tsyndetics_thumb_exl</thumbnail><link.rule.ids>228,230,780,885</link.rule.ids><linktorsrc>$$Uhttps://arxiv.org/abs/2208.11980$$EView_record_in_Cornell_University$$FView_record_in_$$GCornell_University$$Hfree_for_read</linktorsrc><backlink>$$Uhttps://doi.org/10.48550/arXiv.2208.11980$$DView paper in arXiv$$Hfree_for_read</backlink></links><search><creatorcontrib>Falconi, Lucia</creatorcontrib><creatorcontrib>Ferrante, Augusto</creatorcontrib><creatorcontrib>Zorzi, Mattia</creatorcontrib><title>Mean-square consistency of the $f$-truncated $\text{M}^2$-periodogram</title><description>The paper deals with the problem of estimating the M$^2$ (i.e. multivariate
and multidimensional) spectral density function of a stationary random process
or random field. We propose the $f$-truncated periodogram, i.e. a truncated
periodogram where the truncation point is a suitable function $f$ of the sample
size. We discuss the asymptotic consistency of the estimator and we provide
three concrete problems that can be solved using the proposed approach.
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and multidimensional) spectral density function of a stationary random process
or random field. We propose the $f$-truncated periodogram, i.e. a truncated
periodogram where the truncation point is a suitable function $f$ of the sample
size. We discuss the asymptotic consistency of the estimator and we provide
three concrete problems that can be solved using the proposed approach.
Simulation results show the effectiveness of the procedure.</abstract><doi>10.48550/arxiv.2208.11980</doi><oa>free_for_read</oa></addata></record> |
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| subjects | Mathematics - Optimization and Control Mathematics - Statistics Theory Statistics - Theory |
| title | Mean-square consistency of the $f$-truncated $\text{M}^2$-periodogram |
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